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A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization.
Dimitris Bertsimas
Vineet Goyal
Xu Andy Sun
Published in:
Math. Oper. Res. (2011)
Keyphrases
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multistage stochastic
stochastic programming
linear program
integer program
capacity expansion
portfolio selection
optimization problems
multistage
optimization method
cutting plane
integer programming
robust optimization
search space
global optimization
capacity planning
supply chain
evolutionary algorithm